Pandas Profiling Report

Dataset statistics

Number of variables	11
Number of observations	8275
Missing cells	18713
Missing cells (%)	20.6%
Duplicate rows	0
Duplicate rows (%)	0.0%
Total size in memory	775.8 KiB
Average record size in memory	96.0 B

Variable types

DateTime	1
Numeric	10

Alerts

`TNX_Close` is highly correlated with `Dollar_Close` and 7 other fields	High correlation
`CPI_Close` is highly correlated with `TNX_Close` and 6 other fields	High correlation
`GDP_Close` is highly correlated with `TNX_Close` and 6 other fields	High correlation
`GSCI_Close` is highly correlated with `TNX_Close` and 6 other fields	High correlation
`GSPC_Close` is highly correlated with `VIX_Close` and 7 other fields	High correlation
`VKOSPI_Close` is highly correlated with `VIX_Close` and 7 other fields	High correlation
`HSI_Close` is highly correlated with `TNX_Close` and 6 other fields	High correlation
`VIX_Close` is highly correlated with `EPU_Close` and 2 other fields	High correlation
`Dollar_Close` is highly correlated with `TNX_Close` and 6 other fields	High correlation
`EPU_Close` is highly correlated with `VIX_Close` and 1 other fields	High correlation
`CPI_Close` has 8022 (96.9%) missing values	Missing
`GDP_Close` has 8204 (99.1%) missing values	Missing
`VKOSPI_Close` has 2089 (25.2%) missing values	Missing
`HSI_Close` has 363 (4.4%) missing values	Missing
`Date` has unique values	Unique

Reproduction

Analysis started	2022-12-11 13:00:26.581049
Analysis finished	2022-12-11 13:00:41.147914
Duration	14.57 seconds
Software version	pandas-profiling v3.4.0
Download configuration	config.json

Date
Date

UNIQUE

Distinct	8275
Distinct (%)	100.0%
Missing	0
Missing (%)	0.0%
Memory size	129.3 KiB

Minimum	1990-01-02 00:00:00
Maximum	2022-11-02 00:00:00

Histogram

Histogram with fixed size bins (bins=50)

VIX_Close
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct	2506
Distinct (%)	30.3%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	19.65141994

Minimum	9.140000343
Maximum	82.69000244
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	129.3 KiB

Quantile statistics

Minimum	9.140000343
5-th percentile	11.32699986
Q1	13.85000038
median	17.78000069
Q3	23.16499996
95-th percentile	33.52299995
Maximum	82.69000244
Range	73.5500021
Interquartile range (IQR)	9.31499958

Descriptive statistics

Standard deviation	8.010056527
Coefficient of variation (CV)	0.4076070102
Kurtosis	8.071606847
Mean	19.65141994
Median Absolute Deviation (MAD)	4.430000305
Skewness	2.126795886
Sum	162615.5
Variance	64.16100557
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
12.42000008	17	0.2%
12.25	14	0.2%
11.56999969	14	0.2%
11.64999962	13	0.2%
11.97999954	13	0.2%
13.42000008	13	0.2%
12.18999958	13	0.2%
16.40999985	13	0.2%
16.65999985	12	0.1%
13.78999996	12	0.1%
Other values (2496)	8141	98.4%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
9.140000343	1	< 0.1%
9.149999619	1	< 0.1%
9.18999958	1	< 0.1%
9.220000267	2	< 0.1%
9.31000042	1	< 0.1%
9.340000153	1	< 0.1%
9.359999657	1	< 0.1%
9.399999619	1	< 0.1%
9.420000076	1	< 0.1%
9.430000305	2	< 0.1%

Value	Count	Frequency (%)
82.69000244	1	< 0.1%
80.86000061	1	< 0.1%
80.05999756	1	< 0.1%
79.12999725	1	< 0.1%
76.44999695	1	< 0.1%
75.91000366	1	< 0.1%
75.47000122	1	< 0.1%
74.26000214	1	< 0.1%
72.66999817	1	< 0.1%
72	1	< 0.1%

TNX_Close
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct	4382
Distinct (%)	53.2%
Missing	32
Missing (%)	0.4%
Infinite	0
Infinite (%)	0.0%
Mean	4.248612639

Minimum	0.4990000129
Maximum	9.090000153
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	129.3 KiB

Quantile statistics

Minimum	0.4990000129
5-th percentile	1.524100041
Q1	2.477499962
median	4.142000198
Q3	5.843500137
95-th percentile	7.887400007
Maximum	9.090000153
Range	8.59100014
Interquartile range (IQR)	3.366000175

Descriptive statistics

Standard deviation	2.027150914
Coefficient of variation (CV)	0.4771324398
Kurtosis	-0.8544459018
Mean	4.248612639
Median Absolute Deviation (MAD)	1.679999828
Skewness	0.3009948678
Sum	35021.31399
Variance	4.109340829
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
8.020000458	11	0.1%
8.199999809	10	0.1%
8.06000042	10	0.1%
8.649999619	10	0.1%
8.569999695	9	0.1%
8.510000229	8	0.1%
8.050000191	8	0.1%
8.069999695	8	0.1%
7.980000019	8	0.1%
7.329999924	8	0.1%
Other values (4372)	8153	98.5%
(Missing)	32	0.4%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0.4990000129	1	< 0.1%
0.5149999857	1	< 0.1%
0.5360000134	2	< 0.1%
0.5410000086	1	< 0.1%
0.5429999828	1	< 0.1%
0.5619999766	1	< 0.1%
0.5630000234	1	< 0.1%
0.57099998	1	< 0.1%
0.574000001	1	< 0.1%
0.5789999962	1	< 0.1%

Value	Count	Frequency (%)
9.090000153	1	< 0.1%
9.079999924	1	< 0.1%
9.069999695	1	< 0.1%
9.06000042	1	< 0.1%
9.050000191	1	< 0.1%
9.039999962	3	< 0.1%
9.020000458	1	< 0.1%
9.010000229	1	< 0.1%
9	3	< 0.1%
8.989999771	1	< 0.1%

Dollar_Close
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct	3305
Distinct (%)	39.9%
Missing	2
Missing (%)	< 0.1%
Infinite	0
Infinite (%)	0.0%
Mean	91.48293005

Minimum	71.33000183
Maximum	120.9000015
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	129.3 KiB

Quantile statistics

Minimum	71.33000183
5-th percentile	76.89600067
Q1	83.70999908
median	91.02999878
Q3	97.16000366
95-th percentile	111.8179993
Maximum	120.9000015
Range	49.56999969
Interquartile range (IQR)	13.45000458

Descriptive statistics

Standard deviation	9.949255711
Coefficient of variation (CV)	0.1087553241
Kurtosis	0.1144756752
Mean	91.48293005
Median Absolute Deviation (MAD)	6.61000061
Skewness	0.5444502489
Sum	756838.2803
Variance	98.98768921
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
82.31999969	11	0.1%
89.62000275	11	0.1%
85.05000305	10	0.1%
94.72000122	10	0.1%
95.58000183	10	0.1%
99.05999756	10	0.1%
92.51999664	10	0.1%
99.80000305	9	0.1%
96.19000244	9	0.1%
94.98000336	9	0.1%
Other values (3295)	8174	98.8%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
71.33000183	1	< 0.1%
71.41000366	1	< 0.1%
71.45999908	1	< 0.1%
71.51000214	1	< 0.1%
71.56999969	1	< 0.1%
71.65000153	1	< 0.1%
71.66000366	2	< 0.1%
71.68000031	2	< 0.1%
71.80000305	1	< 0.1%
71.80999756	1	< 0.1%

Value	Count	Frequency (%)
120.9000015	1	< 0.1%
120.2399979	1	< 0.1%
120.0500031	1	< 0.1%
120.0400009	1	< 0.1%
120.0100021	1	< 0.1%
119.9000015	1	< 0.1%
119.8899994	1	< 0.1%
119.8499985	1	< 0.1%
119.8199997	1	< 0.1%
119.7900009	1	< 0.1%

CPI_Close
Real number (ℝ_≥0)

HIGH CORRELATION
MISSING

Distinct	247
Distinct (%)	97.6%
Missing	8022
Missing (%)	96.9%
Infinite	0
Infinite (%)	0.0%
Mean	200.9820356

Minimum	128
Maximum	296.761
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	129.3 KiB

Quantile statistics

Minimum	128
5-th percentile	136.96
Q1	162.8
median	201.8
Q3	237.001
95-th percentile	268.4182
Maximum	296.761
Range	168.761
Interquartile range (IQR)	74.201

Descriptive statistics

Standard deviation	43.0332205
Coefficient of variation (CV)	0.214114761
Kurtosis	-1.025329376
Mean	200.9820356
Median Absolute Deviation (MAD)	35.933
Skewness	0.1279987356
Sum	50848.455
Variance	1851.858067
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
237.498	2	< 0.1%
191.7	2	< 0.1%
134.8	2	< 0.1%
198.1	2	< 0.1%
193.7	2	< 0.1%
159.9	2	< 0.1%
227.223	1	< 0.1%
228.524	1	< 0.1%
228.713	1	< 0.1%
228.807	1	< 0.1%
Other values (237)	237	2.9%
(Missing)	8022	96.9%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
128	1	< 0.1%
128.6	1	< 0.1%
129.1	1	< 0.1%
129.9	1	< 0.1%
131.6	1	< 0.1%
133.4	1	< 0.1%
133.7	1	< 0.1%
134.8	2	< 0.1%
135.1	1	< 0.1%
135.6	1	< 0.1%

Value	Count	Frequency (%)
296.761	1	< 0.1%
295.62	1	< 0.1%
295.328	1	< 0.1%
295.271	1	< 0.1%
288.663	1	< 0.1%
287.708	1	< 0.1%
284.182	1	< 0.1%
280.126	1	< 0.1%
278.524	1	< 0.1%
276.59	1	< 0.1%

GDP_Close
Real number (ℝ_≥0)

HIGH CORRELATION
MISSING

Distinct	71
Distinct (%)	100.0%
Missing	8204
Missing (%)	99.1%
Infinite	0
Infinite (%)	0.0%
Mean	13831.29038

Minimum	6004.733
Maximum	25663.289
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	129.3 KiB

Quantile statistics

Minimum	6004.733
5-th percentile	6367.6515
Q1	9045.398
median	14381.236
Q3	17797.8835
95-th percentile	23298.677
Maximum	25663.289
Range	19658.556
Interquartile range (IQR)	8752.4855

Descriptive statistics

Standard deviation	5445.295192
Coefficient of variation (CV)	0.393693939
Kurtosis	-0.8609238846
Mean	13831.29038
Median Absolute Deviation (MAD)	4394.223
Skewness	0.3399112609
Sum	982021.617
Variance	29651239.73
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
6004.733	1	< 0.1%
17462.703	1	< 0.1%
17133.114	1	< 0.1%
16911.068	1	< 0.1%
16699.551	1	< 0.1%
16420.386	1	< 0.1%
15647.681	1	< 0.1%
15557.535	1	< 0.1%
15309.471	1	< 0.1%
15141.605	1	< 0.1%
Other values (61)	61	0.7%
(Missing)	8204	99.1%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
6004.733	1	< 0.1%
6126.862	1	< 0.1%
6205.937	1	< 0.1%
6264.54	1	< 0.1%
6470.763	1	< 0.1%
6566.641	1	< 0.1%
6680.803	1	< 0.1%
6808.939	1	< 0.1%
6882.098	1	< 0.1%
7013.738	1	< 0.1%

Value	Count	Frequency (%)
25663.289	1	< 0.1%
25248.476	1	< 0.1%
24349.121	1	< 0.1%
23550.42	1	< 0.1%
23046.934	1	< 0.1%
21706.532	1	< 0.1%
21704.706	1	< 0.1%
21531.839	1	< 0.1%
21362.428	1	< 0.1%
21272.448	1	< 0.1%

GSCI_Close
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct	7364
Distinct (%)	89.0%
Missing	1
Missing (%)	< 0.1%
Infinite	0
Infinite (%)	0.0%
Mean	364.5498066

Minimum	128.8899994
Maximum	890.289978
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	129.3 KiB

Quantile statistics

Minimum	128.8899994
5-th percentile	168.3619987
Q1	195.4475021
median	349.3450012
Q3	485.2049942
95-th percentile	672.99151
Maximum	890.289978
Range	761.3999786
Interquartile range (IQR)	289.7574921

Descriptive statistics

Standard deviation	178.0738163
Coefficient of variation (CV)	0.4884759587
Kurtosis	-0.8693216785
Mean	364.5498066
Median Absolute Deviation (MAD)	151.4250031
Skewness	0.558046136
Sum	3016285.1
Variance	31710.28403
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
173.3000031	5	0.1%
177.3500061	5	0.1%
176.7599945	5	0.1%
183.8899994	5	0.1%
187.4499969	4	< 0.1%
194.6600037	4	< 0.1%
183.6300049	4	< 0.1%
175.8099976	4	< 0.1%
207.4199982	4	< 0.1%
189.2799988	4	< 0.1%
Other values (7354)	8230	99.5%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
128.8899994	1	< 0.1%
129.0599976	1	< 0.1%
129.9100037	1	< 0.1%
129.9400024	1	< 0.1%
130	1	< 0.1%
130.2200012	1	< 0.1%
130.2899933	1	< 0.1%
130.4100037	1	< 0.1%
130.6600037	1	< 0.1%
130.8099976	1	< 0.1%

Value	Count	Frequency (%)
890.289978	1	< 0.1%
882.8599854	1	< 0.1%
879.6400146	1	< 0.1%
877.460022	1	< 0.1%
869.3400269	1	< 0.1%
866.9400024	1	< 0.1%
865.3699951	1	< 0.1%
865.0900269	1	< 0.1%
864.9899902	1	< 0.1%
862.8099976	1	< 0.1%

EPU_Close
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct	6717
Distinct (%)	81.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	104.6156266

Minimum	3.32
Maximum	807.66
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	129.3 KiB

Quantile statistics

Minimum	3.32
5-th percentile	27.93
Q1	54.665
median	84.88
Q3	131.78
95-th percentile	246.741
Maximum	807.66
Range	804.34
Interquartile range (IQR)	77.115

Descriptive statistics

Standard deviation	76.80932832
Coefficient of variation (CV)	0.7342051167
Kurtosis	9.669079635
Mean	104.6156266
Median Absolute Deviation (MAD)	35.7
Skewness	2.411436101
Sum	865694.31
Variance	5899.672917
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
60.61	6	0.1%
54.92	5	0.1%
40.14	5	0.1%
85.57	4	< 0.1%
194.68	4	< 0.1%
61.32	4	< 0.1%
54.5	4	< 0.1%
67.7	4	< 0.1%
61.09	4	< 0.1%
89.75	4	< 0.1%
Other values (6707)	8231	99.5%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
3.32	1	< 0.1%
4.75	1	< 0.1%
4.81	1	< 0.1%
5.8	1	< 0.1%
5.93	1	< 0.1%
6.07	1	< 0.1%
6.16	1	< 0.1%
6.67	1	< 0.1%
7.12	1	< 0.1%
7.4	1	< 0.1%

Value	Count	Frequency (%)
807.66	1	< 0.1%
738.02	1	< 0.1%
719.07	1	< 0.1%
690.81	1	< 0.1%
670.3	1	< 0.1%
654.18	1	< 0.1%
642.66	1	< 0.1%
638.81	1	< 0.1%
633.51	1	< 0.1%
626.03	1	< 0.1%

GSPC_Close
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct	8059
Distinct (%)	97.4%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	1491.039091

Minimum	295.4599915
Maximum	4796.560059
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	129.3 KiB

Quantile statistics

Minimum	295.4599915
5-th percentile	383.4110077
Q1	878.3249817
median	1248.48999
Q3	1931.005005
95-th percentile	3802.383032
Maximum	4796.560059
Range	4501.100067
Interquartile range (IQR)	1052.680023

Descriptive statistics

Standard deviation	985.7783828
Coefficient of variation (CV)	0.6611351699
Kurtosis	1.367888136
Mean	1491.039091
Median Absolute Deviation (MAD)	458.8999634
Skewness	1.319105286
Sum	12338348.48
Variance	971759.0199
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
1139.930054	3	< 0.1%
1409.280029	3	< 0.1%
1299.540039	3	< 0.1%
1097.280029	3	< 0.1%
1130.199951	3	< 0.1%
1122.199951	2	< 0.1%
1132.050049	2	< 0.1%
1029.849976	2	< 0.1%
1210.079956	2	< 0.1%
375.2200012	2	< 0.1%
Other values (8049)	8250	99.7%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
295.4599915	1	< 0.1%
298.7600098	1	< 0.1%
298.9200134	1	< 0.1%
300.0299988	1	< 0.1%
300.3900146	1	< 0.1%
300.9700012	1	< 0.1%
301.8800049	1	< 0.1%
303.230011	1	< 0.1%
304	1	< 0.1%
304.0599976	1	< 0.1%

Value	Count	Frequency (%)
4796.560059	1	< 0.1%
4793.540039	1	< 0.1%
4793.060059	1	< 0.1%
4791.189941	1	< 0.1%
4786.350098	1	< 0.1%
4778.72998	1	< 0.1%
4766.180176	1	< 0.1%
4726.350098	1	< 0.1%
4725.790039	1	< 0.1%
4713.069824	1	< 0.1%

VKOSPI_Close
Real number (ℝ_≥0)

HIGH CORRELATION
MISSING

Distinct	6068
Distinct (%)	98.1%
Missing	2089
Missing (%)	25.2%
Infinite	0
Infinite (%)	0.0%
Mean	1560.653551

Minimum	280
Maximum	3305.209961
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	129.3 KiB

Quantile statistics

Minimum	280
5-th percentile	525.9825134
Q1	837.6924896
median	1743.755005
Q3	2041.672485
95-th percentile	2700.087402
Maximum	3305.209961
Range	3025.209961
Interquartile range (IQR)	1203.979996

Descriptive statistics

Standard deviation	717.2673904
Coefficient of variation (CV)	0.4595942449
Kurtosis	-0.8882975614
Mean	1560.653551
Median Absolute Deviation (MAD)	506.2199707
Skewness	0.0552206438
Sum	9654202.868
Variance	514472.5093
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
2066.26001	3	< 0.1%
770.9500122	3	< 0.1%
737.2000122	2	< 0.1%
2028.449951	2	< 0.1%
766.5900269	2	< 0.1%
999.1599731	2	< 0.1%
524.210022	2	< 0.1%
2065.080078	2	< 0.1%
2043.76001	2	< 0.1%
699.5300293	2	< 0.1%
Other values (6058)	6164	74.5%
(Missing)	2089	25.2%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
280	1	< 0.1%
288.2099915	1	< 0.1%
291.1499939	1	< 0.1%
291.9299927	1	< 0.1%
292.6099854	1	< 0.1%
297.4500122	1	< 0.1%
297.8800049	1	< 0.1%
298.5400085	1	< 0.1%
298.6000061	1	< 0.1%
300.5700073	1	< 0.1%

Value	Count	Frequency (%)
3305.209961	1	< 0.1%
3302.840088	1	< 0.1%
3301.889893	1	< 0.1%
3296.679932	1	< 0.1%
3286.679932	1	< 0.1%
3286.219971	1	< 0.1%
3286.100098	1	< 0.1%
3285.340088	1	< 0.1%
3282.060059	1	< 0.1%
3281.780029	1	< 0.1%

HSI_Close
Real number (ℝ_≥0)

HIGH CORRELATION
MISSING

Distinct	7804
Distinct (%)	98.6%
Missing	363
Missing (%)	4.4%
Infinite	0
Infinite (%)	0.0%
Mean	16672.37908

Minimum	2736.600098
Maximum	33154.12109
Zeros	0
Zeros (%)	0.0%
Negative	0
Negative (%)	0.0%
Memory size	129.3 KiB

Quantile statistics

Minimum	2736.600098
5-th percentile	3975.1
Q1	10513.22021
median	16076.71484
Q3	22984.96289
95-th percentile	28383.85547
Maximum	33154.12109
Range	30417.521
Interquartile range (IQR)	12471.74268

Descriptive statistics

Standard deviation	7482.098165
Coefficient of variation (CV)	0.4487720755
Kurtosis	-1.077481641
Mean	16672.37908
Median Absolute Deviation (MAD)	6317.615234
Skewness	-0.03656406377
Sum	131911863.3
Variance	55981792.95
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
3066	4	< 0.1%
3067	3	< 0.1%
2954	3	< 0.1%
3356	3	< 0.1%
3087	3	< 0.1%
3020	3	< 0.1%
4009	3	< 0.1%
2990	3	< 0.1%
3015	3	< 0.1%
10957.2002	3	< 0.1%
Other values (7794)	7881	95.2%
(Missing)	363	4.4%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
2736.600098	1	< 0.1%
2738.199951	1	< 0.1%
2751.600098	1	< 0.1%
2751.800049	1	< 0.1%
2754.800049	1	< 0.1%
2756.399902	1	< 0.1%
2756.600098	1	< 0.1%
2760	1	< 0.1%
2760.800049	1	< 0.1%
2762.5	1	< 0.1%

Value	Count	Frequency (%)
33154.12109	1	< 0.1%
32966.89062	1	< 0.1%
32958.69141	1	< 0.1%
32930.69922	1	< 0.1%
32887.26953	1	< 0.1%
32654.44922	1	< 0.1%
32642.08984	1	< 0.1%
32607.28906	1	< 0.1%
32601.7793	1	< 0.1%
32393.41016	1	< 0.1%

Auto

The auto setting is an easily interpretable pairwise column metric of the following mapping: vartype-vartype : method, categorical-categorical : Cramer's V, numerical-categorical : Cramer's V (using a discretized numerical column), numerical-numerical : Spearman's ρ. This configuration uses the best suitable for each pair of columns.

Spearman's ρ

The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.

To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.

Pearson's r

The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.

To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.

Kendall's τ

Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.

To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.

Phik (φk)

Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.

A simple visualization of nullity by column.

Nullity matrix is a data-dense display which lets you quickly visually pick out patterns in data completion.

The correlation heatmap measures nullity correlation: how strongly the presence or absence of one variable affects the presence of another.

The dendrogram allows you to more fully correlate variable completion, revealing trends deeper than the pairwise ones visible in the correlation heatmap.

First rows

	Date	VIX_Close	TNX_Close	Dollar_Close	CPI_Close	GDP_Close	GSCI_Close	EPU_Close	GSPC_Close	VKOSPI_Close	HSI_Close
0	1990-01-02	17.240000	7.94	94.290001	NaN	NaN	212.089996	169.23	359.690002	NaN	2838.100098
1	1990-01-03	18.190001	7.99	94.419998	NaN	NaN	215.639999	59.10	358.760010	NaN	2858.699951
2	1990-01-04	19.219999	7.98	92.519997	NaN	NaN	212.139999	76.38	355.670013	NaN	2868.000000
3	1990-01-05	20.110001	7.99	92.849998	NaN	NaN	206.919998	57.82	352.200012	NaN	2839.899902
4	1990-01-08	20.260000	8.02	92.050003	NaN	NaN	199.750000	126.54	353.790009	NaN	2816.000000
5	1990-01-09	22.200001	8.02	92.349998	NaN	NaN	200.399994	99.32	349.619995	NaN	2822.000000
6	1990-01-10	22.440001	8.03	92.389999	NaN	NaN	203.710007	54.72	347.309998	NaN	2868.000000
7	1990-01-11	20.049999	8.04	92.400002	NaN	NaN	203.860001	74.22	348.529999	NaN	2855.000000
8	1990-01-12	24.639999	8.10	92.430000	NaN	NaN	202.919998	55.55	339.929993	NaN	2835.000000
9	1990-01-15	26.340000	NaN	92.839996	NaN	NaN	200.080002	64.57	337.000000	NaN	2788.600098

Last rows

	Date	VIX_Close	TNX_Close	Dollar_Close	CPI_Close	GDP_Close	GSCI_Close	EPU_Close	GSPC_Close	VKOSPI_Close	HSI_Close
8265	2022-10-20	29.980000	4.226	112.879997	NaN	NaN	624.599976	79.69	3665.780029	2218.090088	16280.219727
8266	2022-10-21	29.690001	4.213	112.010002	NaN	NaN	625.580017	104.66	3752.750000	2213.120117	16211.120117
8267	2022-10-24	29.850000	4.234	111.989998	NaN	NaN	626.289978	169.62	3797.340088	2236.159912	15180.690430
8268	2022-10-25	28.459999	4.108	110.949997	NaN	NaN	631.020020	101.93	3859.110107	2235.070068	15165.589844
8269	2022-10-26	27.280001	4.015	109.699997	NaN	NaN	642.039978	82.76	3830.600098	2249.560059	15317.669922
8270	2022-10-27	27.389999	3.937	110.589996	NaN	NaN	643.830017	154.05	3807.300049	2288.780029	15427.940430
8271	2022-10-28	25.750000	4.010	110.669998	NaN	NaN	636.530029	200.40	3901.060059	2268.399902	14863.059570
8272	2022-10-31	25.879999	4.077	111.529999	NaN	NaN	636.840027	163.03	3871.979980	2293.610107	14687.019531
8273	2022-11-01	25.809999	4.052	111.480003	NaN	NaN	641.530029	130.32	3856.100098	2335.219971	15455.269531
8274	2022-11-02	25.860001	4.059	111.349998	NaN	NaN	649.270020	99.69	3759.689941	2336.870117	15827.169922

Overview

Variables

Interactions

Correlations

Auto

Spearman's ρ

Pearson's r

Kendall's τ

Phik (φk)

Missing values

Sample

First rows

Last rows